-100.0%
DFNS vs ALL
+238.6%
-338.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.4% | +1.7% | -21.1% | -18.5% |
| 7D | -12.7% | 0.0% | -12.7% | -12.9% |
| 30D | -65.2% | +12.8% | -78.0% | -62.8% |
| 3M | -94.6% | +4.7% | -99.2% | -94.3% |
| 6M | -96.2% | +24.9% | -121.2% | -95.6% |
| YTD | -99.6% | +30.0% | -129.6% | -99.5% |
| 1Y | -99.7% | +29.9% | -129.6% | -99.6% |
| 3Y | -100.0% | +117.5% | -217.5% | -100.0% |
| 5Y | -100.0% | +161.7% | -261.7% | -100.0% |
| All | -100.0% | +238.6% | -338.6% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ALL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling